I was working with the following expression related to the Wick's theorem for four fermionic operators. $$ \langle c^\dagger_i c_j c^\dagger_p c_q \rangle = \langle c^\dagger_i c_q \rangle \langle c_j c^\dagger_p \rangle + \langle c^\dagger_i c_j \rangle \langle c^\dagger_p c_q \rangle. $$
I tried to show this for the simplest case where the Hamiltonian is $$ H = \sum_{j} \epsilon_j c_j^\dagger c_j $$
and using the definition of the thermal average as $\langle \ldots \rangle = \mathrm{tr}(\rho \ldots)$, where the density operator is defined to be $$ \rho = e^{-\beta (H - \mu N)}/Z \\ Z = \mathrm{tr}(e^{-\beta (H - \mu N)}). $$
The approach I used is to start with the canonical anticommutation relations $$ \langle \{ c_q, c_i^\dagger c_q c_p^\dagger \} \rangle = \delta_{iq} \langle c_j c_p^\dagger \rangle + \delta_{pq} \langle c_i^\dagger c_j \rangle. $$
In the Heisenberg picture, I allow $c_q$ to depend on time, $c_q(t) = c_q e^{\frac{1}{i\hbar} \epsilon_q t}$. Taking the Fourier transform $$\langle \{ c_q(E), c_i^\dagger c_q c_p^\dagger \} \rangle = 2\pi \delta(E - \epsilon_q) [\delta_{iq} \langle c_j c_p^\dagger \rangle + \delta_{pq} \langle c_i^\dagger c_j \rangle ]. $$
Now apply the fluctuation-dissipation theorem to get $$ \langle c_i^\dagger c_q c_p^\dagger c_q(E) \rangle = 2\pi f(E) \delta(E - \epsilon_q) [\delta_{iq} \langle c_j c_p^\dagger \rangle + \delta_{pq} \langle c_i^\dagger c_j \rangle ] $$
where $f(E) = [e^{\beta(E-\mu)} + 1]^{-1}$ is the Fermi-Dirac function. Lastly, I obtain the desired expression by doing the inverse Fourier transform (and setting $t=0$). $$ \langle c_i^\dagger c_q c_p^\dagger c_q \rangle = f(\epsilon_q) [\delta_{iq} \langle c_j c_p^\dagger \rangle + \delta_{pq} \langle c_i^\dagger c_j \rangle ] \\ = \langle c^\dagger_i c_q \rangle \langle c_j c_p^\dagger \rangle + \langle c_p^\dagger c_q \rangle \langle c_i^\dagger c_j \rangle. $$
I believe Wick's theorem is quite general, so it should be true for other more complicated Hamiltonians such as the Hubbard's Hamiltonian? How do I show it in a more general way?